BRW vs. BKE
BRW (Saba Capital Income & Opportunities Fund) is Multisector Bonds fund actively managed by Saba Capital, while BKE (The Buckle, Inc.) is a stock. Over the past 5 years, BRW returned 7.19%/yr vs 9.08%/yr for BKE. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
BRW vs. BKE - Performance Comparison
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Returns By Period
In the year-to-date period, BRW achieves a 3.06% return, which is significantly higher than BKE's -11.48% return.
BRW
- 1D
- -1.64%
- 1M
- 0.67%
- 6M
- 5.41%
- YTD
- 3.06%
- 1Y
- -8.59%
- 3Y*
- 8.57%
- 5Y*
- 7.19%
- 10Y*
- —
- ALL TIME*
- 7.02%
BKE
- 1D
- -0.55%
- 1M
- 4.61%
- 6M
- -6.08%
- YTD
- -11.48%
- 1Y
- -3.32%
- 3Y*
- 16.37%
- 5Y*
- 9.08%
- 10Y*
- 15.30%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $18.56M | $20.64M | $23.04M | |
| $1.26M | $1.37M | $1.47M |
BRW vs. BKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BRW Saba Capital Income & Opportunities Fund | 3.06% | 5.89% | 12.16% | 18.49% | -4.64% | 3.19% |
BKE The Buckle, Inc. | -11.48% | 13.95% | 17.49% | 15.02% | 10.91% | 0.71% |
Correlation
The correlation between BRW and BKE is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.19 |
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Return for Risk
BRW vs. BKE — Risk / Return Rank
BRW
BKE
BRW vs. BKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Capital Income & Opportunities Fund (BRW) and The Buckle, Inc. (BKE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRW | BKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.01 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.13 | -0.35 |
| Martin ratioReturn relative to average drawdown | -0.80 | -0.28 | -0.52 |
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Drawdowns
BRW vs. BKE - Drawdown Comparison
The maximum BRW drawdown since its inception was -17.74%, smaller than the maximum BKE drawdown of -71.08%. Use the drawdown chart below to compare losses from any high point for BRW and BKE.
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Drawdown Indicators
| BRW | BKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.74% | -71.08% | +53.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.74% | -27.39% | +9.65% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -33.91% | +16.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -48.89% | +31.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.20% | — |
Current DrawdownCurrent decline from peak | -9.19% | -22.71% | +13.52% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -27.69% | +23.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.60% | 12.90% | -2.30% |
Volatility
BRW vs. BKE - Volatility Comparison
The current volatility for Saba Capital Income & Opportunities Fund (BRW) is 4.03%, while The Buckle, Inc. (BKE) has a volatility of 8.89%. This indicates that BRW experiences smaller price fluctuations and is considered to be less risky than BKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRW | BKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 8.89% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 22.57% | -13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 30.33% | -16.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.01% | 35.80% | -22.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.90% | 43.70% | -30.80% |
Dividends
BRW vs. BKE - Dividend Comparison
BRW's dividend yield for the trailing twelve months is around 15.41%, more than BKE's 10.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKE The Buckle, Inc. | 10.05% | 7.30% | 7.68% | 8.52% | 2.32% | 3.17% | 14.21% | 7.40% | 14.22% | 8.42% | 8.77% | 11.99% |
BRW Saba Capital Income & Opportunities Fund | 15.41% | 14.46% | 12.27% | 16.02% | 13.82% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRW and BKE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKE has higher volatility (8.89%) compared to BRW (4.03%). In terms of maximum drawdown, BRW dropped -17.74% vs BKE's -71.08%.
BKE currently has the higher Sharpe Ratio (-0.12 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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